To define the Organization-Wide Defaults sharing settings, go to Setup | Security | Sharing Settings:
A selection of standard objects and all custom objects can be set in this page.
By default, Salesforce uses role hierarchies to grant access to records to the users that belong to roles above a given user hierarchy. This means that if a user owns a record (whose object is set as Private in the OWD, so it should be only visible to its owner), ...